Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.47% 99.47%
19.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 96.79% 96.79%
18.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 97.65% 97.65%
15.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 96.55% 96.55%
14.11.2024 23.48% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'017 CHF 24'009 CHF 99.29% 99.29%
13.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.36% 99.36%
12.11.2024 23.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'948 CHF 23'974 CHF 99.36% 99.36%
11.11.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.35% 99.35%
08.11.2024 18.14% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'264 CHF 30'132 CHF 99.32% 99.32%
07.11.2024 15.60% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 59'408 CHF 34'704 CHF 98.66% 98.66%

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